Weekly Seminars

ACQuFRR’s Weekly Seminar Series for the second semester 2017 commenced on Tuesday, 22 August 2017. Weekly seminars are held from 13h00 to 14h00 in the Leslie Commerce Building on Upper Campus at UCT. Please check the latest seminar for venue details.

Please contact Lameez.Fakier@uct.ac.za if you have any queries.


  • Monday, 13 November 2017 - 2017 Weekly Seminar Series ended

  • Tuesday, 07 November 2017 - Suraj Shekhar (UCT): Regulations and Loopholes

  • Tuesday, 31 October 2017 - No seminar

  • Tuesday, 24 October 2017 - Melusi Mavuso (UCT): Application of Neural Networks to Calibration and Estimation

  • Tuesday, 17 October 2017 - Obeid Mahomed (UCT): Across-Curve Pricing

  • Tuesday, 10 October 2017 - No seminar

  • Tuesday, 03 October 2017 - Ralph Rudd (UCT): The Benchmark Approach: Real-world Option Pricing

  • Saturday, 23 September 2017 - Mid-semester vacation until 1 October 2017

  • Tuesday, 19 September 2017 - Dr Sabine Elmiger (Zürich University): Reinterpreting the Representative Agent

  • Tuesday, 12 September 2017 - Dr Abhik Mukherjee (UCT): Capital and Lending to Firms - The Case for Switzerland

  • Tuesday, 05 September 2017 - Dr Co-Pierre Georg (UCT): The Real Effects of Financial Networks

  • Tuesday, 22 August 2017 - Allan Davies (UCT): The Cape of Good Homes - Non-Resident Foreign Investment and Property Prices in Cape Town

  • Monday, 14 August 2017 - Second semester started

  • Saturday, 15 July 2017 - Mid-year vacation until 13 August 2017

  • Thursday, 22 June 2017 - Lectures ended: Consolidation and exams

  • Thursday, 15 June 2017 - Michael Rose (UCT): (How) Does academic research influence financial policy? Evidence from BIS and IMF speeches

  • Thursday, 08 June 2017 - Mario Giuricich (UCT): The Valuation of Contingent Convertible Catastrophe Bonds: The case for Equity Conversion

  • Thursday, 01 June 2017 - Tim Gibbon (UCT): Trading at the Speed of Light

  • Thursday, 25 May 2017 - Suraj Shekhar (UCT): What's in a Name? Reputation and Monitoring in the Audit Market

  • Thursday, 18 May 2017 - Tina Koziol (UCT): Central banks and monetary policy: A new age of monetary policy transmission?

  • Thursday, 11 May 2017 - Nico Katzke (UCT): Dispersion Modelling

  • Saturday, 29 April 2017 - Mid-semester vacation until 7 May 2017

  • Thursday, 20 April 2017 - Dr Christine Makanza (UCT): The role of Non-Traded Goods in Current Account and Exchange Rate Determination: A DSGE Analysis

  • Thursday, 13 April 2017 - Alex Backwell (UCT): Bivariate Unspanned Stochastic Volatility Models

  • Thursday, 06 April 2017 - James Taylor (Quant SA): An invitation to build an open source quant library

  • Thursday, 30 March 2017 - Stefano Marani (Renergen): South Africa’s Energy Debate

  • Thursday, 23 March 2017 - Dr Zoe Tsesmelidakis (University of Oxford): Beyond Capital Regulation - An Underestimated Risk Source

  • Thursday, 16 March 2017 - Ralph Rudd (UCT): Fast Quantization of Stochastic Volatility Models

  • Monday, 13 March 2017 - First semester started

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